How To Load POI file

Ok I'm starting to feel really new .... I went to http://getroute.nieko.net

To try plotting out a route, grabbed the file ad popped it on to my PSP in the maps directory. I tried hitting triangle and got "Loading Data ... No Attraction Type Selected" and I figured ok maybe it's just that I have to do some editing on the file. Instead I loaded the default map and tried loading the "banks" POI file (again trying the triangle) and I get the same error.

I did some more reading and it seems like maybe I have to load the file first somehow before toggling it. The only things I could find were start->poi_lookup which in fact does show that there are not attraction types (litterally[*]NONE is selected).

Can someone kick me in the right direction please? How do I properly load a POI file?